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Add FXMacroData OHLCV provider - #578

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roberttidball wants to merge 3 commits into
coding-kitties:mainfrom
roberttidball:agent/fxmacrodata-provider
Open

Add FXMacroData OHLCV provider#578
roberttidball wants to merge 3 commits into
coding-kitties:mainfrom
roberttidball:agent/fxmacrodata-provider

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@roberttidball

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Summary

Adds a native FXMacroDataOHLCVDataProvider for daily FX reference-rate series from the FXMacroData REST API.

The provider:

  • supports market="FXMACRODATA" with daily 1d data sources
  • accepts symbols such as EURUSD and EUR/USD
  • maps FXMacroData close-only daily reference values into the framework OHLCV schema by setting Open/High/Low/Close to the same value and Volume to 0
  • supports API keys via MarketCredential(market="FXMACRODATA", api_key="..."), FXMACRODATA_API_KEY, or FXMD_API_KEY
  • is registered with the default data-provider lists and documented with the existing market-data-source docs

Validation

  • python -m pytest tests\infrastructure\data_providers\test_fxmacrodata_ohlcv_data_provider.py -q
  • python -m compileall -q investing_algorithm_framework\infrastructure\data_providers\fxmacrodata.py
  • git diff --check

@MDUYN

MDUYN commented Jul 10, 2026

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Hey @roberttidball, it seems that your PR is still in draft mode.

@roberttidball
roberttidball marked this pull request as ready for review July 15, 2026 05:06
@roberttidball

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Hi @MDUYN — thanks for the earlier look, and apologies for the slow follow-up. This PR was taken out of draft shortly after your comment, so it has been ready for review since then and may have dropped off your radar while still showing as a draft in your queue.

No changes are outstanding on my side. Happy to rebase onto the current main or adjust anything if it has drifted since.

Switches the base URL from the undocumented fxmacrodata.com/api/v1
alias to the published api.fxmacrodata.com/v1 host, so the client
matches the public API reference.
Switches the base URL from the undocumented fxmacrodata.com/api/v1
alias to the published api.fxmacrodata.com/v1 host, so the client
matches the public API reference.
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2 participants